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kdevine

Multivariate Kernel Density Estimation with Vine Copulas

Implements the vine copula based kernel density estimator of Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.

Versions across snapshots

VersionRepositoryFileSize
0.4.6 rolling linux/jammy R-4.5 kdevine_0.4.6.tar.gz 252.0 KiB
0.4.6 rolling linux/noble R-4.5 kdevine_0.4.6.tar.gz 253.0 KiB
0.4.6 rolling source/ R- kdevine_0.4.6.tar.gz 99.7 KiB
0.4.6 latest linux/jammy R-4.5 kdevine_0.4.6.tar.gz 252.0 KiB
0.4.6 latest linux/noble R-4.5 kdevine_0.4.6.tar.gz 253.0 KiB
0.4.6 latest source/ R- kdevine_0.4.6.tar.gz 99.7 KiB
0.4.6 2026-04-26 source/ R- kdevine_0.4.6.tar.gz 99.7 KiB
0.4.6 2026-04-23 source/ R- kdevine_0.4.6.tar.gz 99.7 KiB
0.4.6 2026-04-09 windows/windows R-4.5 kdevine_0.4.6.zip 574.7 KiB
0.4.5 2025-04-20 source/ R- kdevine_0.4.5.tar.gz 99.8 KiB

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